+63.4%
ZM vs STT
+251.4%
-187.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +2.9% | +0.5% | +2.5% | +2.9% |
| 30D | +0.7% | +3.9% | -3.2% | +0.2% |
| 3M | -3.7% | +20.0% | -23.6% | -5.8% |
| 6M | +29.9% | +55.3% | -25.4% | +23.2% |
| YTD | +17.4% | +53.3% | -35.9% | +11.6% |
| 1Y | +22.4% | +74.7% | -52.3% | +14.6% |
| 3Y | +41.3% | +205.8% | -164.5% | +26.3% |
| 5Y | -66.0% | +145.0% | -211.0% | -70.8% |
| All | +63.4% | +251.4% | -187.9% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling